Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.250675 0.271113 0.293186 0.318929 0.348298 0.380963 0.420331
2026-01-18 0.228814 0.256098 0.287201 0.325706 0.372707 0.429048 0.503025
2026-01-25 0.205388 0.235203 0.270461 0.315982 0.374359 0.448447 0.552647
2026-02-01 0.186531 0.217290 0.254686 0.304561 0.371087 0.459579 0.591604
2026-02-08 0.174083 0.205837 0.245397 0.299724 0.374865 0.479374 0.644637
2026-02-15 0.168970 0.202948 0.246392 0.307971 0.396635 0.526406 0.746339
2026-02-22 0.160859 0.195458 0.240560 0.306046 0.403325 0.551629 0.817898
2026-03-01 0.153192 0.187971 0.234058 0.302375 0.406681 0.571633 0.884143
2026-03-08 0.145342 0.179733 0.225909 0.295518 0.404223 0.581516 0.933448
2026-03-15 0.139023 0.173205 0.219685 0.290907 0.404636 0.595962 0.994559
2026-03-22 0.136313 0.171458 0.220032 0.296066 0.421114 0.640503 1.129681
2026-03-29 0.135955 0.172919 0.224994 0.308600 0.451117 0.714639 1.357030
2026-04-05 0.131261 0.168166 0.220817 0.306791 0.456956 0.745000 1.494613
2026-04-12 0.128634 0.166243 0.220718 0.311527 0.475003 0.803574 1.736638
2026-04-19 0.122576 0.159040 0.212224 0.301725 0.465134 0.800951 1.796751
2026-04-26 0.116656 0.151818 0.203373 0.290770 0.452089 0.789455 1.825296
2026-05-03 0.112643 0.147261 0.198426 0.286127 0.450737 0.804427 1.952348
2026-05-10 0.111732 0.147266 0.200547 0.293740 0.474152 0.882203 2.361635
2026-05-17 0.108781 0.144070 0.197438 0.291920 0.478307 0.913609 2.611811
2026-05-24 0.105668 0.140510 0.193577 0.288492 0.478752 0.935595 2.839772
2026-05-31 0.102113 0.136154 0.188257 0.282102 0.472318 0.938057 2.975292
2026-06-07 0.099180 0.132664 0.184206 0.277803 0.470014 0.951724 3.188005
2026-06-14 0.098228 0.132197 0.185062 0.282609 0.488158 1.028023 3.873545